Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'566 CHF | 107'566 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'054 CHF | 106'054 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'257 CHF | 107'257 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'413 CHF | 112'413 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'408 CHF | 116'408 CHF | 99.44% | 99.44% |
13.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 112'288 CHF | 113'290 CHF | 98.88% | 98.88% |
12.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'888 CHF | 118'888 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'950 CHF | 122'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'351 CHF | 122'351 CHF | 99.51% | 99.51% |
07.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 122'316 CHF | 123'339 CHF | 99.06% | 99.06% |